Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.691 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 51638.41 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48439.35 Kr¶

PnL: ---------------------------------------> -648.22 Kr¶

DD now: ---------------------------------> -0.589 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 10:22:59.843763'

Anic Portfolio¶

Today¶

Return: -0.501 %¶

This Week¶

Return: 8.65 %¶

Total¶

Return: 69.051 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.000000 3380.400000 200.400000 6.300000 3180.000006
HMS Networks 2 -1.130000 773.200000 100.200000 14.890000 673.000000
Nordea Bank Abp 29 -0.380000 3521.760000 67.760000 1.960000 3453.999992
HEBA B 70 -1.030000 2695.000000 59.000000 2.240000 2636.000010
SAAB B 8 0.190000 3433.600000 56.600000 1.680000 3377.000000
Swedbank A 3 2.390000 605.100000 41.100000 7.290000 564.000000
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Resurs Holding 22 -0.040000 608.740000 34.740000 6.050000 573.999998
AcadeMedia 12 -1.410000 586.080000 29.080000 5.220000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.290000 382.000000 27.000000 7.610000 355.000000
OEM International B 7 -0.640000 545.300000 17.300000 3.280000 527.999997
Intrum 4 0.440000 541.800000 14.800000 2.810000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Fasadgruppen Group 38 0.830000 4145.800000 4.800000 0.120000 4140.999992
Securitas B 6 -1.220000 572.040000 2.040000 0.360000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.440000 1.440000 0.590000 246.000000
Creaspac SPAC 6 -0.310000 578.400000 1.400000 0.240000 577.000002
Fastighetsbolag. Emilshus Pref 21 -2.730000 560.700000 -1.300000 -0.230000 562.000005
Handelsbanken A 5 0.180000 544.250000 -1.750000 -0.320000 546.000000
Coor Service Management Hold. 8 -0.300000 529.600000 -2.400000 -0.450000 532.000000
Corem Property Group B 59 -1.320000 573.780000 -3.220000 -0.560000 576.999999
Midsona B 63 -3.490000 574.560000 -8.440000 -1.450000 582.999984
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Boozt 12 -0.800000 1632.000000 -22.000000 -1.330000 1653.999996
Essity B 2 -0.400000 547.800000 -26.200000 -4.560000 574.000000
CTEK 13 -1.800000 497.380000 -36.620000 -6.860000 533.999999
International Petroleum Corp. 5 -2.370000 557.000000 -37.570000 -6.320000 594.565215
Vivesto 1368 0.000000 567.720000 -45.280000 -7.390000 612.999432
Essity A 4 -0.720000 1100.000000 -49.000000 -4.260000 1149.000000
Beijer Electronics Group 27 -0.890000 3013.200000 -70.800000 -2.300000 3083.999994
OX2 22 0.370000 1788.600000 -200.400000 -10.080000 1989.000002
Axfood 15 0.370000 4060.500000 -239.500000 -5.570000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48439.350000 -648.220000 -0.58903% 49087.564636

Updated:¶

'2023-01-31 10:23:12.998067'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶